Access Statistics for Kajal Lahiri

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comparison of Some Recent Bayesian and Classical Procedures for Simultaneous Equation Models with Weak Instruments 0 0 0 145 1 2 4 471
A Comparison of Some Recent Bayesian and Classical Procedures for Simultaneous Equation Models with Weak Instruments 0 0 1 28 2 4 7 155
A Non-linear Forecast Combination Procedure for Binary Outcomes 0 0 0 24 0 2 2 87
A dynamic factor model of the coincident indicators for the US transportation sector 0 0 0 44 1 3 4 154
A note on the double k-class estimator in simultaneous equations 0 0 0 13 0 4 8 88
ARCH models for multi-period forecast uncertainty-a reality check using a panel of density forecasts 0 0 0 24 2 4 6 174
An Econometric Analysis of Veterans Health Care Utilization Using Two-part Models 0 0 0 56 0 2 6 246
An Empirical Analysis of Medicare-eligible Veterans' Demand for Outpatient Health Care Services 0 0 0 32 3 4 4 208
An Evaluation of the Index of Leading Indicators as Predictor of Cyclical Turning Points Using Markov Switching Model as Filter 0 0 0 0 1 3 5 503
Analyzing Three-Dimensional Panel Data of Forecasts 0 0 1 211 3 4 6 560
Asymptotic Variance of Brier (Skill) Score in the Presence of Serial Correlation 0 1 1 8 1 4 7 104
Bayesian Analysis of Nested Logit Model by Markov Chain Monte Carlo 0 0 0 119 3 3 9 391
Bayesian Reduced Rank Regression in SEMs with Weak Identification 0 0 0 3 1 3 6 267
Beware of Being Unaware: Racial Disparities in Chronic Illness in the US 0 0 1 22 2 3 4 202
Beware of Unawareness: Racial/Ethnic Disparities in Awareness of Chronic Diseases 0 0 0 15 2 3 3 86
Birthweight and Academic Achievement in Childhood 0 0 1 18 2 3 8 85
Boosting Tax Revenues with Mixed-Frequency Data in the Aftermath of Covid-19: The Case of New York 0 2 4 23 6 13 16 35
Comment on "Forecast Rationality Tests Based on Multi-Horizon Bounds" by Andrew Patton and Allan Timmermann. Journal of Business and Economic Statistics, No. 1, Vol. 30, 2012, pp.1-17 0 0 0 88 0 3 7 81
Comment on `Forecasting Economic and Financial Variables with Global VARs' by M. Hashem Pesaran, Till Schuermann and L. Venessa Smith 0 0 0 12 1 3 4 79
Confidence Bands for ROC Curves with Serially Dependent Data 0 0 0 45 1 2 4 76
Cycles in the Transportation Sector and the Aggregate Economy 0 0 1 258 0 2 8 1,026
Determinants of Consumer Sentiment over Business Cycles: Evidence from the U.S. Surveys of Consumers 0 0 1 43 1 5 7 104
Determinants of Consumer Sentiment: Evidence from Household Survey Data 0 0 4 110 2 2 12 252
Determinants of Multi-period Forecast Uncertainty Using a Panel of Density Forecasts 0 0 0 81 1 2 3 290
Diabetes and Labor Market Exits: Evidence from the Health & Retirement Study (HRS) 0 0 0 13 0 1 1 73
Early Warning System for Economic and Financial Risks in Kazakhstan 0 2 2 432 1 4 8 1,555
Effects of Psychiatric Disorders on Labor Market Outcomes: A Latent Variable Approach Using Multiple clinical Indicators 0 1 2 41 1 3 10 155
Estimating International Transmission of Shocks Using GDP Forecasts: India and Its Trading Partners 0 0 0 62 3 3 5 251
Estimating macroeconomic uncertainty and discord using info-metrics 0 0 0 32 2 2 2 88
Estimating the Variance of a Combined Forecast: Bootstrap-Based Approach 0 0 0 190 2 4 6 72
Examining the Education Gradient in Chronic Illness 0 0 0 18 0 1 2 82
Fetal Growth and Neurobehavioral Outcomes in Childhood 0 0 0 5 2 3 4 57
Forecasting Binary Outcomes 0 0 0 165 3 6 18 313
Forecasting Consumption in Real Time: The Role of Consumer Confidence Surveys 0 0 0 81 3 5 9 263
Forecasting Consumption: The Role of Consumer Confidence in Real Time with many Predictors 0 0 0 62 3 7 12 241
Getting the ROC into Sync 0 0 0 21 3 4 4 49
Health Inequality and Its Determinants in New York 0 0 1 75 1 4 8 313
Health Inequality and Its Determinants in New York 0 0 0 23 0 0 3 117
Heterogeneous Expectations among Professional Forecasters 0 0 1 4 1 1 8 12
Heterogeneous expectations among professional forecasters 0 0 0 5 1 2 6 13
How Far Ahead Can We Forecast? Evidence From Cross-country Surveys 0 0 1 62 1 3 7 200
How quickly do forecasters incorporate news? Evidence from cross-country surveys 0 0 2 48 4 8 11 222
Income-related health disparity and its determinants in New York state: racial/ethnic and geographical comparisons 0 0 0 34 0 2 3 197
Inefficiency in Social Security Trust Funds Forecasts 0 1 2 12 4 6 9 26
Infant Health and Academic Achievement in Childhood 0 0 0 4 0 1 1 56
Inflation Expectations in India: Learning from Household Tendency Surveys 0 0 1 76 0 3 8 240
International Propagation of Shocks: A Dynamic Factor Model Using Survey Forecasts 0 0 1 56 3 6 8 92
Learning and Heterogeneity in GDP and Inflation Forecasts 0 0 0 66 0 0 2 170
Learning and heterogeneity in GDP and inflation forecasts 0 0 1 26 4 7 11 119
Machine Learning and Forecast Combination in Incomplete Panels 0 0 0 36 0 1 2 124
Measuring Forecast Uncertainty by Disagreement: The Missing Link 0 1 1 62 3 9 12 225
Measuring Forecast Uncertainty by Disagreement: The Missing Link 1 2 2 113 1 5 8 455
Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity 0 0 0 21 0 5 8 36
Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity 0 0 1 18 0 2 3 25
Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity 0 0 0 42 3 7 8 122
Modeling Multi-Period Inflation Uncertainty Using a Panel of Density Forcasts 0 0 0 32 4 6 9 195
Monthly Output Index for the U.S. Transportation Sector 0 0 0 140 2 6 9 729
Nowcasting US GDP: The role of ISM Business Surveys 1 2 5 168 3 13 20 516
On the Use of Density Forecasts to Identify Asymmetry in Forecasters' Loss Functions 0 0 1 36 1 2 5 100
Quantifying Heterogeneous Survey Expectations: The Carlson-Parkin Method Revisited 0 2 3 45 2 8 15 167
ROC and PRC Approaches to Evaluate Recession Forecasts 0 0 0 1 2 7 10 22
Racial/Ethnic and Education-Related Disparities in Control of Risk Factors for Cardiovascular Disease among Diabetics 0 0 0 15 2 3 3 113
Should Transportation Output be Included as Part of the Coincident Indicators System? 0 0 0 9 1 1 1 75
Testing the Value of Probability Forecasts for Calibrated Combining 0 0 0 10 0 2 4 61
The Dynamics of Income-related Health Inequality among US Children 0 0 0 110 3 7 8 306
The Local Power of the IPS Test with Both Initial Conditions and Incidental Trends 0 0 0 30 1 3 4 53
The Nordhaus Test with Many Zeros 0 0 1 7 4 6 8 31
The Nordhaus Test with Many Zeros 0 0 0 11 0 4 5 39
The Yield Spread Puzzle and the Information Content of SPF Forecasts 0 0 0 16 0 2 4 94
The yield spread puzzle and the information content of SPF forecasts 0 0 0 31 1 2 2 89
Value of Sample Separation Information in a Sequential Probit Model: Another Look at SSA's Disability Determination Process 0 0 0 112 3 4 6 389
Value of Sample Separation Information in a Sequential Probit Model: Another Look at SSA's Disability Determination Process 0 0 0 20 1 1 3 108
[Book Review of] Econometrics of inflationary expectations. Amsterdam, New York. 1981., Lahiri, Kajal: The 0 0 0 2 2 2 2 20
Total Working Papers 2 14 43 4,122 117 277 475 14,794


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comparative Study of Alternative Methods of Quantifying Qualitative Survey Responses Using NAPM Data 0 0 0 0 1 1 2 780
A Comparison of Alternative Real Rate Estimates 0 0 0 0 0 0 1 53
A Comparison of Some Bayesian and Classical Procedures for Simultaneous Equation Models with Weak Instruments 0 0 0 2 1 2 3 24
A Macroeconometric Model for Developing Countries 0 1 3 95 0 6 11 228
A Note on "Selection of Regressors." 0 0 0 22 1 2 3 62
A Panel Data Analysis of Productive Efficiency in Freestanding Health Clinics 0 0 0 0 2 2 3 149
A Structural Model Of Social Security'S Disability Determination Process 0 0 0 94 0 1 3 507
A computational algorithm for multiple equation models with panel data 0 0 0 56 0 1 1 97
A dynamic factor model of the coincident indicators for the US transportation sector 0 0 0 53 2 2 6 218
A further analysis of the conference board’s new Leading Economic Index 0 0 0 23 0 0 1 97
A joint study of expectations formation and the shifting Phillips curve 0 0 0 20 0 0 1 48
A model of Social Security Disability Insurance using matched SIPP/Administrative data 0 0 0 76 0 1 3 328
A new framework for analyzing survey forecasts using three-dimensional panel data 0 1 4 300 3 6 13 703
A non-linear forecast combination procedure for binary outcomes 0 0 0 6 1 2 4 41
A note on a theorem by Professor Chow 0 0 0 8 0 0 0 44
A note on the double k-class estimator in simultaneous equations 0 0 0 26 2 2 3 117
A tale of two recession-derivative indicators 0 0 0 0 1 8 8 14
Advances in Applied Econometrics 0 0 0 1 0 0 1 23
American Health-Adjusted Life Expectancy at Midlife: An Analysis Based on the Health and Retirement Study 0 1 1 6 0 1 3 17
An Empirical Study on the Econometric Implications of Rational Expectations Hypothesis 0 0 0 0 0 0 1 71
An econometric analysis of veterans’ health care utilization using two-part models 0 0 0 99 2 4 7 369
An econometric model of wastepaper recycling in the USA 0 0 0 48 0 0 0 130
An econometric study on the dynamics of urban spatial structure 0 0 0 27 0 4 5 109
Analysis of Panel Data 0 0 0 18 2 5 8 87
Are Some Forecasters Really Better than Others? A Note* 0 0 1 5 2 6 8 19
Asymptotic variance of Brier (skill) score in the presence of serial correlation 0 0 0 2 1 1 4 31
BEWARE OF BEING UNAWARE: RACIAL/ETHNIC DISPARITIES IN CHRONIC ILLNESS IN THE USA 0 0 0 0 1 2 4 43
BIRTH WEIGHT AND ACADEMIC ACHIEVEMENT IN CHILDHOOD 0 0 0 9 2 3 4 54
Bayesian analysis of nested logit model by Markov chain Monte Carlo 0 0 1 157 3 4 10 555
Bayesian forecasting in economics 0 0 0 42 0 1 1 93
Book Review of Business and Economic Forecasting: Analyzing and Interpreting Econometric Results 0 0 0 15 0 0 0 60
Book Review: Business Cycles and Depressions: An Encyclopedia, (ed.) 0 0 0 0 0 2 3 400
Boosting tax revenues with mixed-frequency data in the aftermath of COVID-19: The case of New York 1 1 2 15 3 9 14 48
Comment 0 0 0 0 1 1 2 2
Comment 0 0 0 0 0 1 2 22
Comments on "Forecasting economic and financial variables with global VARs" 0 0 0 9 0 1 1 29
Confidence Bands for ROC Curves With Serially Dependent Data 0 2 2 13 2 5 9 61
Construction of leading economic index for recession prediction using vine copulas 0 0 0 8 1 1 4 26
Determinants of Consumer Sentiment Over Business Cycles: Evidence from the US Surveys of Consumers 0 0 1 26 0 5 14 92
Diabetes and labor market exits: Evidence from the Health & Retirement Study (HRS) 0 0 0 7 1 1 1 37
Dynamics of Asian Savings: The Role of Growth and Age Structure 0 0 0 38 1 2 3 102
ET INTERVIEW: PROFESSOR G.S. MADDALA 0 0 0 34 0 1 4 167
Economic indicators for the US transportation sector 0 1 1 29 3 7 7 179
Effects of Psychiatric Disorders on Labor Market Outcomes: A Latent Variable Approach Using Multiple Clinical Indicators 0 0 1 10 2 6 10 84
Estimating Endogenous Ordered Response Panel Data Models with an Application to Income Gradient in Child Health 0 0 0 4 2 2 4 14
Estimating the variance of a combined forecast: Bootstrap-based approach 0 0 0 3 2 3 4 12
Estimation of a macroeconomic model with rational expectations and capital controls for developing countries 0 1 1 94 0 1 2 215
Evaluating probability forecasts for GDP declines using alternative methodologies 0 0 0 66 1 2 6 179
Evolution of forecast disagreement in a Bayesian learning model 0 0 0 122 1 7 13 421
Exact sampling distribution of the omitted variable estimator 0 0 0 8 1 2 2 53
Examining the education gradient in chronic illness 0 0 0 1 3 5 5 30
Fetal growth and neurobehavioral outcomes in childhood 0 0 0 2 2 3 3 51
Forecasting Consumption: the Role of Consumer Confidence in Real Time with many Predictors 0 0 0 16 0 5 11 71
Further consequences of viewing LIML as an iterated Aitken estimator 0 0 0 14 4 5 7 87
Getting the ROC into Sync 0 0 1 6 0 3 7 22
Government Policy Dynamics in Structural and Reduced Form Estimation 0 0 0 0 0 0 0 93
How far ahead can we forecast? Evidence from cross-country surveys 0 0 3 110 1 1 8 385
How quickly do forecasters incorporate news? Evidence from cross-country surveys 0 0 1 118 2 5 8 428
How quickly do forecasters incorporate news? Evidence from cross‐country surveys 0 0 0 1 1 2 2 11
Inefficiency in social security trust funds forecasts 0 0 1 2 1 2 5 11
Inflation expectations in India: Learning from household tendency surveys 0 2 5 40 1 5 15 116
Inflationary Expectations: Their Formation and Interest Rate Effects 0 0 0 39 0 0 2 154
Interest Rates and the Subjective Probability Distribution of Inflation Forecasts 0 0 2 143 3 4 7 768
Interest rate spreads as predictors of German inflation and business cycles 0 0 0 82 3 5 5 284
International propagation of shocks: A dynamic factor model using survey forecasts 0 0 0 4 1 2 4 38
Introduction 0 0 0 5 1 3 3 52
Joint estimation and testing for functional form and heteroskedasticity 0 0 0 38 0 1 2 97
Kajal Lahiri, Transportation Indicators and Business Cycles 0 0 0 16 0 0 1 97
Leading economic indicators: "A leading indicator of inflation based on interest rates" 0 0 0 51 1 2 3 181
Leading economic indicators: New approaches and forecasting record: Review of Lahiri K. and G. Moore (eds.), 1991, (Cambridge University press, Cambridge) 0 0 0 144 0 1 3 286
Leading economic indicators: New approaches and forecasting records: Kajal Lahiri and Geoffrey H. Moore, eds. 1992 (Cambridge University Press, Cambridge, UK), 464 pp., paperback [UK pound]15.95, US$22.95, ISBN 0-521-43858-6 0 0 0 206 2 4 7 459
Learning and heterogeneity in GDP and inflation forecasts 0 0 2 57 0 1 7 213
MCMC algorithms for two recent Bayesian limited information estimators 0 0 0 19 0 2 5 80
Measuring forecast uncertainty by disagreement: The missing link 1 2 3 132 4 11 22 504
Modeling Hedge Fund Returns: Selection, Nonlinearity and Managerial Efficiency 0 0 0 6 1 2 2 35
Modelling multi-period inflation uncertainty using a panel of density forecasts 0 0 0 89 0 3 6 395
Modelling multi‐period inflation uncertainty using a panel of density forecasts 0 0 0 0 0 2 2 9
More Flexible Use of Survey Data on Expectations in Macroeconomic Models 0 0 0 0 0 1 3 67
Multiperiod Predictions in Dynamic Models 0 0 0 9 1 2 5 55
Nowcasting US GDP: The role of ISM business surveys 0 0 2 68 2 6 18 295
On maximum likelihood estimation of functional form and heteroskedasticity 0 0 0 23 1 1 3 79
On the Estimation of Simultaneous-Equations Error-Components Models with an Application to a Model of Developing Country Foreign Trade 0 0 0 163 1 3 3 484
On the Estimation of Triangular Structural Systems 0 0 1 104 1 2 4 323
On the constancy of real interest rates 0 0 0 12 0 1 1 34
On the distribution function of various model selection criteria with stochastic regressors 0 0 0 8 0 0 2 67
On the estimation of inflationary expectations from qualitative responses 0 0 0 68 2 2 5 134
On the normality of probability distributions of inflation and GNP forecasts 0 0 0 42 1 3 3 153
Online learning and forecast combination in unbalanced panels 0 0 0 4 2 2 3 35
Optimal control, expectations and uncertainty: Sean Holly and Andrew Hughes Hallett, (Cambridge University Press, Cambridge, UK, 1989) pp. 244 0 0 0 26 0 0 2 123
Predicting binary outcomes based on the pair-copula construction 1 1 1 2 5 5 8 15
Price and income elasticities of demand for hospital care free of quality bias 0 0 0 14 1 2 4 52
Productive efficiency in processing social security disability claims: a look back at the 1989–95 surge 0 0 0 2 1 2 3 26
Quantifying survey expectations: A critical review and generalization of the Carlson–Parkin method 0 0 0 24 0 1 1 78
ROC and PRC Approaches to Evaluate Recession Forecasts 0 0 1 3 0 0 6 16
ROC approach to forecasting recessions using daily yield spreads 0 0 0 1 0 1 1 6
Racial/Ethnic Health Disparity in the U.S.: A Decomposition Analysis 0 0 1 6 1 2 3 29
Rational expectations and the Short-Run Phillips Curve reply and further results 0 0 0 17 1 1 1 75
Rational expectations and the short-run Phillips curves 0 0 0 13 1 1 1 42
Seasonality in U.S. disability applications, labor market, and the pandemic echoes 0 0 1 5 1 3 8 21
Should transportation output be included as part of the coincident indicators system? 0 0 0 11 1 4 5 66
Smoking Behavior of Older Adults: A Panel Data Analysis Using HRS 0 0 2 16 1 4 11 80
Specification Error Analysis with Stochastic Regressors 0 0 0 14 2 2 3 101
Subjective Probability Forecasts for Recessions 0 0 0 12 2 3 4 58
THE DYNAMICS OF INCOME‐RELATED HEALTH INEQUALITY AMONG AMERICAN CHILDREN 0 0 0 0 2 3 4 38
Testing for cointegration: Power versus frequency of observation -- another view 0 0 0 31 0 0 1 119
Testing for normality in a probit model with double selection 0 0 0 74 2 5 9 193
Testing the rational expectations hypothesis in a secondary materials market 0 0 0 13 1 1 2 63
Testing the value of probability forecasts for calibrated combining 0 0 0 3 1 1 4 31
The Estimation and Interpretation of Urban Density Gradients 0 0 0 0 1 1 3 148
The Nordhaus test with many zeros 0 0 0 3 1 1 5 36
The effect of smoking on health using a sequential self‐selection model 0 0 1 11 1 11 14 488
The predictive power of an experimental transportation output index 0 0 0 27 2 3 3 176
The value of probability forecasts as predictors of cyclical downturns 0 0 0 17 1 2 3 98
The yield spread puzzle and the information content of SPF forecasts 0 0 0 25 3 4 7 108
Value of Sample Separation Information in a Sequential Probit Model 0 0 0 8 0 0 1 38
When should we care about consumer sentiment? Evidence from linear and Markov-switching models 0 0 0 0 0 1 2 625
Total Journal Articles 3 13 46 3,916 122 292 548 16,946


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
ARCH Models for Multi-period Forecast Uncertainty: A Reality Check Using a Panel of Density Forecasts 0 0 1 2 0 0 2 6
Chapter 1 Transportation Services Index (TSI) and Its Characteristics 0 0 0 1 4 5 5 7
Chapter 2 Composite Coincident Index of the Transportation Sector and Its Linkages to the Economy 0 0 0 0 2 4 4 4
Chapter 3 Leading Indicators for the U.S. Transportation Sector 0 0 0 1 1 1 3 5
Chapter 4 TSI as a Part of the Coincident Indicators System 0 0 0 0 0 1 1 1
Chapter 5 Transportation Indicators: Summary and Concluding Remarks 0 0 0 0 0 0 2 4
Do Federal Disability Insurance Participants Exaggerate Their Health Problems? A Study Using Anchoring Vignettes 0 0 0 2 2 4 5 13
Forecasting Binary Outcomes 0 0 4 93 6 8 23 359
Introduction 0 0 0 0 1 3 3 3
Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity* 0 2 2 4 3 7 11 15
Total Chapters 0 2 7 103 19 33 59 417


Statistics updated 2026-01-09